Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 5.31% | 0.39 CHF | 0.41 CHF | 130'000 | 75'000 | 102'323 | 62'281 | 39'334 CHF | 25'092 CHF | 98.41% | 98.41% |
12.07.2024 | 4.59% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 132'449 | 75'000 | 51'369 CHF | 30'482 CHF | 99.38% | 99.38% |
11.07.2024 | 4.50% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 149'947 | 75'000 | 51'665 CHF | 27'120 CHF | 99.15% | 99.15% |
10.07.2024 | 4.59% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 163'496 | 75'000 | 51'181 CHF | 24'585 CHF | 46.15% | 46.15% |
09.07.2024 | 5.37% | 0.32 CHF | 0.33 CHF | 165'151 | 75'000 | 164'694 | 75'000 | 51'112 CHF | 24'565 CHF | 12.07% | 12.07% |
08.07.2024 | 4.73% | 0.32 CHF | 0.33 CHF | 164'408 | 75'000 | 160'012 | 75'000 | 51'916 CHF | 25'512 CHF | 90.31% | 90.31% |
05.07.2024 | 4.98% | 0.32 CHF | 0.34 CHF | 160'000 | 75'000 | 158'004 | 75'000 | 52'110 CHF | 26'011 CHF | 99.62% | 99.62% |
04.07.2024 | 4.14% | 0.33 CHF | 0.35 CHF | 160'000 | 75'000 | 152'375 | 75'000 | 51'864 CHF | 26'617 CHF | 100.00% | 100.00% |
03.07.2024 | 5.20% | 0.31 CHF | 0.33 CHF | 165'376 | 75'000 | 157'574 | 75'000 | 52'067 CHF | 26'119 CHF | 78.97% | 78.97% |
02.07.2024 | 4.98% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 166'803 | 75'000 | 49'962 CHF | 23'632 CHF | 55.72% | 55.72% |